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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Härdle, Wolfgang"
~person:"Perron, Pierre"
~subject:"Spieltheorie"
~subject:"United States"
~type:"article"
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Capital income
Zeitreihenanalyse
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United States
Theorie
112
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112
Time series analysis
43
Estimation theory
22
Schätztheorie
22
Volatility
16
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Härdle, Wolfgang
Perron, Pierre
Franses, Philip Hans
64
Phillips, Peter C. B.
60
Güth, Werner
57
Gil-Alaña, Luis A.
53
Fudenberg, Drew
34
Heckman, James J.
34
Binmore, Ken
33
Gupta, Rangan
33
Koop, Gary
33
Samuelson, Larry
33
Caporale, Guglielmo Maria
31
Lütkepohl, Helmut
31
Granger, C. W. J.
30
Taylor, Robert
30
Koopman, Siem Jan
29
Levine, David K.
29
Tijs, Stef
29
Diebold, Francis X.
28
Engle, Robert F.
28
Fabozzi, Frank J.
28
Ghysels, Eric
28
Mills, Terence C.
28
Palfrey, Thomas R.
28
Stock, James H.
28
Harvey, Andrew C.
27
Timmermann, Allan
27
Hendry, David F.
26
Leybourne, Stephen James
26
Roth, Alvin E.
26
Campbell, John Y.
25
Jackson, Matthew O.
25
Swanson, Norman R.
25
Peleg, Bezalel
24
Pesaran, M. Hashem
24
Bollerslev, Tim
23
Christiano, Lawrence J.
23
McAleer, Michael
23
Newbold, Paul
23
Hall, Robert Ernest
22
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Journal of econometrics
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Econometric theory
3
The econometrics journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
2
International journal of forecasting
2
International statistical review : a journal of the International Statistical Institute and its associations
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Special issue on new developments in time series econometrics
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic behaviour and policy choice under price stability : proceedings of a conference held at the Bank of Canada, October 1993
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Economic time series with random walk and other nonstationary components
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International economic review
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Research in economics : an international review of economics
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Symposium on forecasting and empirical methods in macroeconomics and finance
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The review of economic studies
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The significance of testing in econometrics
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ECONIS (ZBW)
48
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1
Forecasting in the presence of in-sample and out-of-sample breaks
Xu, Jiawen
;
Perron, Pierre
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3001-3035
Persistent link: https://www.econbiz.de/10014329022
Saved in:
2
The great moderation : updated evidence with joint tests for multiple structural changes in variance and persistence
Perron, Pierre
;
Yamamoto, Yohei
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 1193-1218
Persistent link: https://www.econbiz.de/10012819527
Saved in:
3
Generalized laplace inference in multiple change-points models
Casini, Alessandro
;
Perron, Pierre
- In:
Econometric theory
38
(
2022
)
1
,
pp. 35-65
Persistent link: https://www.econbiz.de/10013166116
Saved in:
4
Testing for changes in forecasting performance
Perron, Pierre
;
Yamamoto, Yohei
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 148-165
Persistent link: https://www.econbiz.de/10012424505
Saved in:
5
Continuous record Laplace-based inference about the break date in structural change models
Casini, Alessandro
;
Perron, Pierre
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10013275376
Saved in:
6
Forex exchange rate forecasting using deep recurrent neural networks
Dautel, Alexander Jakob
;
Härdle, Wolfgang
;
Lessmann, Stefan
- In:
Digital finance : smart data analytics, investment …
2
(
2020
)
1/2
,
pp. 69-96
Persistent link: https://www.econbiz.de/10012284950
Saved in:
7
Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics
Chen, Ying
;
Chua, Wee Song
;
Härdle, Wolfgang
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1473-1489
Persistent link: https://www.econbiz.de/10012194799
Saved in:
8
Combining long memory and level shifts in modelling and forecasting the volatility of asset returns
Varneskov, Rasmus Tangsgaard
;
Perron, Pierre
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 371-393
Persistent link: https://www.econbiz.de/10011906384
Saved in:
9
Tail Event Driven ASset allocation: evidence from equity and mutual funds' markets
Härdle, Wolfgang
;
Lee, David Kuo Chuen
;
Nasekin, Sergey
; …
- In:
The journal of asset management
19
(
2018
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10011847640
Saved in:
10
Modelling exchange rate volatility with random level shifts
Li, Ye
;
Perron, Pierre
;
Xu, Jiawen
- In:
Applied economics
49
(
2017
)
26
,
pp. 2579-2589
Persistent link: https://www.econbiz.de/10011819611
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